Performance

Larry Portfolio (Swedroe-style) +3.48%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Larry Portfolio (Swedroe-style)	-0.19%	+2.64%	+3.48%	+2.11%	-4.83%	-0.13	3.48%

IEF	-0.16%	-2.36%	-2.87%	-1.73%	-6.81%	-1.47	4.08%
AVUV	-0.01%	+19.50%	+23.91%	+9.79%	-8.22%	1.23	1.24%
AVDV	-0.76%	+12.82%	+19.57%	+13.40%	-13.19%	0.88	3.30%
VWO	-0.02%	+3.80%	+4.49%	+5.35%	-11.17%	0.08	2.14%

Summary

Larry Portfolio (Swedroe-style) at a glance

Larry Portfolio (Swedroe-style) returned +3.48% over the past year and +2.11% a year over five years. Its worst drop in that year was -4.83%, smaller than 93% of portfolios on Redstone, and its Sharpe ratio of -0.13 beats 8% of portfolios on Redstone. It yields 3.48%.

Ranking

How Larry Portfolio (Swedroe-style) ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.65%

Rolling Volatility

+0.31%

METRICS

Correlation Matrix

	AVDV	AVUV	IEF	VWO
AVDV	1.00	0.53	0.37	0.81
AVUV	0.53	1.00	0.31	0.49
IEF	0.37	0.31	1.00	0.32
VWO	0.81	0.49	0.32	1.00

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Portfolio

Allocation

4 Assets

AVUV

AVDV

VWO

IEF

Metrics

Risk Indicators

Alpha-3.63%

Beta0.36x

Sharpe-0.13

Sortino-0.18

Omega0.98

Calmar0.72

Martin-0.49

Portfolios

Larry Portfolio (Swedroe-style): returns, risk and holdings

Larry Portfolio (Swedroe-style) at a glance

How Larry Portfolio (Swedroe-style) ranks

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